Watch your impatiens. When pollinated, the flower will fall off and the green swelling on the plant will grow into a seedpod.
Carefully pick the seedpod when it is swollen and place it into a paper bag. It may be helpful to place the paper bag over the seedpod before picking it, as impatiens get their name from the seedpods' propensity to burst without notice.
Close the bag and shake it, unless the seedpod bursts on its own once it is placed in the bag.
Pour your seeds into a tray or paper plate inside the house and allow them to dry for about a week. Pick out any debris or leaves that may have gotten mixed in with the seeds.
Store the dried seeds in an envelope and place the envelope in a dry place until spring.